Our client, a global prop trading firm, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by their unparalleled access to a wide range of publicly available data sources.
They are growing and looking to hire an Equities Quant Analyst
Role / Responsibilities :
- Perform rigorous and innovative research to discover systematic anomalies in the equities
market
End-to-end development, including alpha idea generation, data processing, strategy backtesting,optimization, and production implementation
Identify and evaluate new datasets for stock return predictionMaintain and improve portfolio trading in a production environmentContribute to the analysis framework for scalable researchRequirements :
MS or PhD in mathematics, statistics, machine learning, computer science, engineering,quantitative finance, or economics
3+ years of work experience in systematic alpha research in cash equities, with exposures tostatistical arbitrage or alternative data research
Fluency in data science practices, e.g., feature engineering. Experience with machine learning isa plus
Experience with signal blending and portfolio constructionDemonstrated proficiency in PythonHighly motivated, willing to take ownership of his / her workCollaborative mindset with strong independent research abilitiesCommitment to the highest ethical standardsThank you for illuminating hiring with Quanta Search!
www.quantasearch.com